Go to "upload/manage" and add a new account profile.
Press Add and then select Use an existing account on other server and press ok.
Enter the ftp type, server name, username and password. If you don't know what to enter here, ask those who run the web server for you. The ftp address is usually of the form ftp.yoursite.com or www.yoursite.com
Press Connect.
jAlbum proposes a folder location for the album on your server. If you don't like this, just drag and drop the folder in the correct location.
The album needs to be in the web root of your website, the web root is usually called public_html, right click on the folder and select Mark as web root. If the address shown in the pop ups is not correct you need to edit it, it should be your website address, for example: http://yourwebsite.com.
When you're ready, hit Upload. To make jAlbum remember this location for future updates to this album, save the album project before quitting jAlbum.